+176.9%
XLE vs PPG
+26.3%
+150.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | +0.5% | -5.1% | +5.6% | +2.6% |
| 30D | +6.6% | -9.6% | +16.1% | +10.9% |
| 3M | +12.3% | -6.4% | +18.7% | +14.0% |
| 6M | +18.4% | +0.5% | +17.9% | +14.5% |
| YTD | +47.2% | +4.4% | +42.8% | +39.0% |
| 1Y | +50.3% | -0.9% | +51.2% | +44.7% |
| 3Y | +55.3% | -17.0% | +72.3% | +59.1% |
| 5Y | +226.0% | -23.7% | +249.6% | +236.0% |
| All | +176.9% | +26.3% | +150.6% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling